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Swiss Journal of Economics and Statistics

Table 5 Return differentials on equity portfolios after conversion in CHF

From: On the rewards to international investing: a safe haven currency perspective

Period

Euro

USD

UKST

1980–2016

−0.98

0.56

−1.39

1980–2007

0.11

0.04

−0.49

1980–2003

−0.38

1.60

−0.43

2008–2016

−4.37

2.20

−4.20

  1. Note: One year holding period return on MSCI equity indices in various currencies after conversion in CHF net of the return on a comparable CHF portfolio
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